ASGM vs. TACK
ASGM (Virtus AlphaSimplex Global Macro ETF) and TACK (Fairlead Tactical Sector Fund) are both Tactical Allocation funds. Both are actively managed. A 0.75 correlation means they provide meaningful diversification when combined. ASGM charges 0.86%/yr vs 0.76%/yr for TACK.
Performance
ASGM vs. TACK - Performance Comparison
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Returns By Period
In the year-to-date period, ASGM achieves a 22.52% return, which is significantly higher than TACK's 4.86% return.
ASGM
- 1D
- -0.53%
- 1M
- 7.21%
- YTD
- 22.52%
- 6M
- 24.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TACK
- 1D
- 0.13%
- 1M
- 1.95%
- YTD
- 4.86%
- 6M
- 5.12%
- 1Y
- 13.26%
- 3Y*
- 11.07%
- 5Y*
- —
- 10Y*
- —
ASGM vs. TACK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 22.52% | 11.57% |
TACK Fairlead Tactical Sector Fund | 4.86% | 5.97% |
Correlation
The correlation between ASGM and TACK is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 6, 2025 | 0.75 |
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Return for Risk
ASGM vs. TACK — Risk / Return Rank
ASGM
TACK
ASGM vs. TACK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus AlphaSimplex Global Macro ETF (ASGM) and Fairlead Tactical Sector Fund (TACK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| ASGM | TACK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.95 | 0.61 | +2.33 |
Drawdowns
ASGM vs. TACK - Drawdown Comparison
The maximum ASGM drawdown since its inception was -6.62%, smaller than the maximum TACK drawdown of -14.49%. Use the drawdown chart below to compare losses from any high point for ASGM and TACK.
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Drawdown Indicators
| ASGM | TACK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.62% | -14.49% | +7.87% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.85% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.49% | — |
Current DrawdownCurrent decline from peak | -0.53% | -1.21% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -4.23% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.86% | — |
Volatility
ASGM vs. TACK - Volatility Comparison
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Volatility by Period
| ASGM | TACK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.43% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.06% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 9.46% | +6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 11.23% | +4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 11.23% | +4.44% |
ASGM vs. TACK - Expense Ratio Comparison
ASGM has a 0.86% expense ratio, which is higher than TACK's 0.76% expense ratio.
Dividends
ASGM vs. TACK - Dividend Comparison
ASGM's dividend yield for the trailing twelve months is around 3.69%, more than TACK's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ASGM Virtus AlphaSimplex Global Macro ETF | 3.69% | 4.52% | 0.00% | 0.00% | 0.00% |
TACK Fairlead Tactical Sector Fund | 1.21% | 1.18% | 1.26% | 1.29% | 0.89% |
Frequently Asked Questions
ASGM and TACK have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TACK is cheaper at 0.76% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TACK is cheaper with a 0.76% expense ratio, compared with 0.86% for ASGM.
ASGM has the higher dividend yield at 3.69%, compared with 1.21% for TACK.
They also come from different issuers: Virtus and Fairlead. Their fees differ too: 0.86% for ASGM and 0.76% for TACK.
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